Our client, a prominent US HedgeFund is seeking a strong C++ Systems Developer who will focus on automated trading systems and core development. The ideal candidate will demonstrate genuine interest in market activities, be efficient in scalable market data consumption, and robust order routing and execution capabilities. The Systems Developer will occupy a position at the center of the firm's algorithmic trading unit. This person must have experience building large-scale production systems, high-performance trading applications, and driving improvement in all levels of the technology stack. As a C++ Systems Developer you will:
- Develop execution capabilities designed for scalability, performance, and resilience
- Specialize in market microstructure to enhance trading intelligence and market participation
- Build market data solutions to process and disseminate data to libraries and applications
- Build order management systems that deliver speed, efficiency, and simplicity to trading strategies
- Research and innovate ideas in software engineering and high-performance computing
- Partner with traders and core engineers to devise next gen solutions for firm's trading activities
Requirements- Degree in Computer Science, Software Engineering, EE or similar
- Minimum of two years developing low latency C++ applications
- Proficiency in advanced C++ ('11/14) including proficiency with STL, TMP, Boost, and type safety
- Proficiency in advanced data structures, algorithms, OO programming, and computational complexity
- Proficiency in Software Engineering including design/requirement specs, testing, QA, release
- Experience with low-level system facilities: threading, I/O, signals, shared memory, VM, VFS
- Experience in distributed computing including exchange topology, market gateways, and SORs
- Knowledge of TCP/IP, UDP, and network topology; experience with socket programming
- Knowledge of Exchange connectivity, Order Management Systems, and High Frequency Trading
Additional skills/experience that will reflect favorably- Graduate degree in Computer Science, Software Engineering, EE, or similar
- Knowledge and familiarity with exchange protocols FIX, ITCH, PITCH, OUCH, and related
- Low-latency: hardware/bios tuning, NUMA aware, multi-threaded design, lock-free programming
- Low-latency: compiler and cache optimization, user-space networking (kernel bypass), IPC/RPC
- Experience in programming/system tools; svn, gdb, valgrind, tcpdump, strace, systemtap, and more
- Experience with designing simulation and back-testing frameworks and research infrastructure
- Hardware knowledge and/or FPGA experience
